+1.3%
GFS vs NTNX
+92.5%
-91.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +3.8% | -3.1% | +7.0% | +4.7% |
| 30D | -11.7% | +2.0% | -13.7% | -12.3% |
| 3M | -41.8% | +34.0% | -75.7% | -46.4% |
| 6M | +6.6% | +72.4% | -65.7% | -10.0% |
| YTD | +34.6% | +27.5% | +7.1% | +23.2% |
| 1Y | +46.2% | -18.7% | +64.9% | +52.8% |
| 3Y | -20.3% | +80.8% | -101.1% | -39.9% |
| All | +1.3% | +92.5% | -91.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling